Instrument variable containing a collection of instruments, specified using
instadd. Instruments are categorized by
type; each type can have different data fields. The stored data field is a row vector or
character vector for each instrument.

Data Types: struct

Output Arguments

Delta — Rate of change of instrument prices with respect to shifts in the observed zero curvevector

Rate of change of instrument prices with respect to shifts in the observed zero
curve, returned as a number of instruments (NINST) by number of
curves (NUMCURVES) matrix. Delta is computed by
finite differences.

Note

Delta sensitivities are returned as dollar sensitivities. To
find the per-dollar sensitivities, divide by the respective instrument price.

Gamma — Rate of change of instrument deltas with respect to shifts in the observed zero curvevector

Rate of change of instrument deltas with respect to shifts in the observed zero
curve, returned as a number of instruments (NINST) by number of
curves (NUMCURVES) matrix. Gamma is computed by
finite differences.

Note

Gamma sensitivities are returned as dollar sensitivities. To
find the per-dollar sensitivities, divide by the respective instrument price.

Price — Prices of each instrumentvector

Prices of each instrument, returned as a number of instruments
(NINST) by number of curves (NUMCURVES) matrix.
If an instrument cannot be priced, a NaN is returned in that
entry.

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